Laurent Michel

Lombard Odier & Cie

11 rue de la Corraterie

1211 Geneva 11

Switzerland

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A Volatility Driven Asset Allocation

Number of pages: 19 Posted: 13 Nov 2010
Laurent Michel, Thierry Michel and Christophe Morel
Lombard Odier & Cie, Lombard Odier & Cie and Université Paris Dauphine - DRM-CEREG
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Abstract:

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asset allocation, rebalancing strategy, volatility